marg.prob: Calculate the inverse of marginal probability for observing...

In ELCIC: The Empirical Likelihood-Based Consistent Information Criterion

Calculate the inverse of marginal probability for observing records at each time point

Description

A function calculates the inverse of joint probabilities for weight calculation involved in WGEE.

Usage

marg.prob(pi)

Arguments

pi	A matrix containing covariates for the missing data model. The first column should be all ones corresponding to the intercept.

Value

a vector containing the inverse of joint probabilities.

Examples

## tests
# load data
data(wgeesimdata)
library(wgeesel)
data_wgee<-data.frame(do.call(cbind,wgeesimdata))
corstr<-"exchangeable"
dist<-"binomial"
id<-data_wgee$id
# obtain the estimates
fit<-wgee(y~x1+x2+x3,data_wgee,id,family=dist,corstr =corstr,scale = NULL,
         mismodel =obs_ind~x_mis1)
beta<-as.vector(summary(fit)$beta)
rho<-summary(fit)$corr
phi<-summary(fit)$phi
#calculate observing probabilies for all observations
gamma<-as.vector(summary(fit$mis_fit)$coefficients[,1])
x_mis<-wgeesimdata$x_mis
pi<-cond.prob(x_mis,gamma,id,time=3)
joint_prob<-marg.prob(pi)

ELCIC documentation built on Feb. 16, 2023, 7:18 p.m.